CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
120-025 |
120-260 |
0-235 |
0.6% |
117-110 |
High |
120-030 |
121-170 |
1-140 |
1.2% |
120-270 |
Low |
119-125 |
120-240 |
1-115 |
1.1% |
117-050 |
Close |
119-125 |
121-055 |
1-250 |
1.5% |
120-155 |
Range |
0-225 |
0-250 |
0-025 |
11.1% |
3-220 |
ATR |
1-077 |
1-098 |
0-021 |
5.2% |
0-000 |
Volume |
676,678 |
605,288 |
-71,390 |
-10.6% |
3,167,055 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-158 |
123-037 |
121-192 |
|
R3 |
122-228 |
122-107 |
121-124 |
|
R2 |
121-298 |
121-298 |
121-101 |
|
R1 |
121-177 |
121-177 |
121-078 |
121-238 |
PP |
121-048 |
121-048 |
121-048 |
121-079 |
S1 |
120-247 |
120-247 |
121-032 |
120-308 |
S2 |
120-118 |
120-118 |
121-009 |
|
S3 |
119-188 |
119-317 |
120-306 |
|
S4 |
118-258 |
119-067 |
120-238 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-178 |
129-067 |
122-164 |
|
R3 |
126-278 |
125-167 |
121-160 |
|
R2 |
123-058 |
123-058 |
121-051 |
|
R1 |
121-267 |
121-267 |
120-263 |
122-162 |
PP |
119-158 |
119-158 |
119-158 |
119-266 |
S1 |
118-047 |
118-047 |
120-047 |
118-262 |
S2 |
115-258 |
115-258 |
119-259 |
|
S3 |
112-038 |
114-147 |
119-150 |
|
S4 |
108-138 |
110-247 |
118-146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-170 |
118-200 |
2-290 |
2.4% |
0-255 |
0.7% |
88% |
True |
False |
713,121 |
10 |
121-170 |
111-150 |
10-020 |
8.3% |
1-070 |
1.0% |
96% |
True |
False |
568,731 |
20 |
121-170 |
111-150 |
10-020 |
8.3% |
1-033 |
0.9% |
96% |
True |
False |
534,219 |
40 |
121-170 |
111-140 |
10-030 |
8.3% |
1-049 |
1.0% |
96% |
True |
False |
619,631 |
60 |
121-170 |
111-140 |
10-030 |
8.3% |
1-017 |
0.9% |
96% |
True |
False |
773,089 |
80 |
121-170 |
111-140 |
10-030 |
8.3% |
0-265 |
0.7% |
96% |
True |
False |
604,820 |
100 |
121-170 |
111-140 |
10-030 |
8.3% |
0-220 |
0.6% |
96% |
True |
False |
484,231 |
120 |
121-170 |
109-270 |
11-220 |
9.6% |
0-183 |
0.5% |
97% |
True |
False |
403,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-272 |
2.618 |
123-184 |
1.618 |
122-254 |
1.000 |
122-100 |
0.618 |
122-004 |
HIGH |
121-170 |
0.618 |
121-074 |
0.500 |
121-045 |
0.382 |
121-016 |
LOW |
120-240 |
0.618 |
120-086 |
1.000 |
119-310 |
1.618 |
119-156 |
2.618 |
118-226 |
4.250 |
117-138 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
121-052 |
120-299 |
PP |
121-048 |
120-223 |
S1 |
121-045 |
120-148 |
|